STRATEGY VWAP MOMENTUM

20251110 (Monday, DoW=1)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 5

Periodo: 2025-11-10 09:34:00 - 2025-11-10 22:35:00

Exposure Days: 1

Trades per Day: 5.00

Avg Duration: 155.40 min

Median Duration: 118.00 min

PERFORMANCE

Total Profit: $1,470.00

Avg Profit: $294.00

Median Profit: $-530.00

Std Profit: $2,052.36

Profit Factor: 1.42

WIN/LOSS

Win Rate: 40.0%

Winners / Losers: 2 / 3 (Ratio: 1:2)

Gross Profit: $5,000.00

Gross Loss: $-3,530.00

Avg Winner: $2,500.00

Avg Loser: $-1,176.67

Avg Winner / Avg Loser: (Ratio: 1:2.12)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-3,000.00

Sharpe Ratio: 0.14

Sortino Ratio: 0.52

Ulcer Index: 63.40

EXIT REASONS

TARGET exits: 2 (40.0%)

STOP exits: 2 (40.0%)

EOD exits: 0 (0.0%)

LONG ENTRIES (BUY)

Total LONG: 4

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $2,970.00

Avg P&L: $742.50

SHORT ENTRIES (SELL)

Total SHORT: 1

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,500.00

Avg P&L: $-1,500.00

CUMULATIVE P&L